ETH Reaction to US CPI (2024-09-11): Quant Probability Breakdown

Event Snapshot

• Event: CPI
• Asset: ETH
• Event date: 2024-09-11
• As-of date (T-1): 2026-03-11
• Freshness age: 546 days
• Sample size (all-history): 39

Event Outcome

• CPI Outcome: UP (Actual 314.732, Previous 314.062, Delta +0.6700)
• Direction basis: vs_previous

Probability Table (All-history)

Window	P(up)	P(down)	Median return	Mean return	Sample
T+1	58.97%	41.03%	0.94%	0.55%	39
T+7	43.59%	56.41%	-1.18%	0.23%	39

Probability Table (Same-direction)

Window	P(up)	P(down)	Median return	Mean return	Sample
T+1	60.53%	39.47%	0.96%	0.64%	38
T+7	44.74%	55.26%	-1.52%	0.24%	38

Historical Distribution Summary

When CPI was UP, ETH T+1 up probability was 60.53% (n=38).

When CPI was UP, ETH T+7 up probability was 44.74% (n=38).

Same-direction T+7 median return: -1.52%.

For ETH, historical CPI windows show all-history T+1 up probability of 58.97% and T+7 up probability of 43.59%. When CPI printed Up versus previous, T+1 up probability was 60.53% and T+7 up probability was 44.74% across 38 matched cases. Current classification is Neutral; this remains an educational probability lens, not investment advice.

Methodology

This page aggregates historical windows for the same event type (CPI) and deduplicates by event date. It reports both all-history probabilities and same-direction probabilities based on event outcome direction (vs previous) for educational use only.